On the Second-Order Correlation Function of the Characteristic Polynomial of a Hermitian Wigner Matrix
Götze, Friedrich
Götze
Friedrich
Kösters, Holger
Kösters
Holger
We consider the asymptotics of the second-order correlation function of the characteristic polynomial of a random matrix. We show that the known result for a random matrix from the Gaussian Unitary Ensemble essentially continues to hold for a general Hermitian Wigner matrix. Our proofs rely on an explicit formula for the exponential generating function of the second-order correlation function of the characteristic polynomial. Furthermore, we show that the second-order correlation function of the characteristic polynomial is closely related to that of the permanental polynomial.
285
3
1183-1205
1183-1205
SPRINGER
2009